Search results for: Short integer solution problem

Authors: Yanmin Zhao, Siu Ming Yiu

Abstract:

To claim the ownership for an executable program is a non-trivial task. An emerging direction is to add a watermark to the program such that the watermarked program preserves the original program’s functionality and removing the watermark would heavily destroy the functionality of the watermarked program. In this paper, the first watermarking signature scheme with the watermark and the constraint function hidden in the symmetric key setting is constructed. The scheme uses well-known techniques of lattice trapdoors and a lattice evaluation. The watermarking signature scheme is unforgeable under the Short Integer Solution (SIS) assumption and satisfies other security requirements such as the unremovability security property.

Keywords: Short integer solution problem, signatures, the symmetric-key setting, watermarking schemes.

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Authors: Ghada Moussa, Mamoud Owais

Abstract:

Transit route Network Design Problem (TrNDP) is the most important component in Transit planning, in which the overall cost of the public transportation system highly depends on it. The main purpose of this study is to develop a novel solution methodology for the TrNDP, which goes beyond pervious traditional sophisticated approaches. The novelty of the solution methodology, adopted in this paper, stands on the deterministic operators which are tackled to construct bus routes. The deterministic manner of the TrNDP solution relies on using linear and integer mathematical formulations that can be solved exactly with their standard solvers. The solution methodology has been tested through Mandl’s benchmark network problem. The test results showed that the methodology developed in this research is able to improve the given network solution in terms of number of constructed routes, direct transit service coverage, transfer directness and solution reliability. Although the set of routes resulted from the methodology would stand alone as a final efficient solution for TrNDP, it could be used as an initial solution for meta-heuristic procedures to approach global optimal. Based on the presented methodology, a more robust network optimization tool would be produced for public transportation planning purposes.

Keywords: Integer programming, Transit route design, Transportation, Urban planning.

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Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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Authors: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: Takayuki Shiina

Abstract:

We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. The L-shaped algorithm to solve the problem is proposed.

Keywords: electric power capacity expansion problem, integerprogramming, L-shaped method, stochastic programming

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Authors: Takayuki Shiina

Abstract:

Mathematical programming has been applied to various problems. For many actual problems, the assumption that the parameters involved are deterministic known data is often unjustified. In such cases, these data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under uncertainty involves potential risk. Stochastic programming is a commonly used method for optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. In this study, we consider a stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure for solving this problem is developed by using a property of the expected recourse function. Numerical experiments demonstrate that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

Keywords: stochastic programming problem with recourse, simple integer recourse, dynamic slope scaling procedure

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Authors: Aldy Gunawan, Kien Ming Ng, Kim Leng Poh

Abstract:

This paper presents a hybrid algorithm for solving a timetabling problem, which is commonly encountered in many universities. The problem combines both teacher assignment and course scheduling problems simultaneously, and is presented as a mathematical programming model. However, this problem becomes intractable and it is unlikely that a proven optimal solution can be obtained by an integer programming approach, especially for large problem instances. A hybrid algorithm that combines an integer programming approach, a greedy heuristic and a modified simulated annealing algorithm collaboratively is proposed to solve the problem. Several randomly generated data sets of sizes comparable to that of an institution in Indonesia are solved using the proposed algorithm. Computational results indicate that the algorithm can overcome difficulties of large problem sizes encountered in previous related works.

Keywords: Timetabling problem, mathematical programming model, hybrid algorithm, simulated annealing.

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Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents established 3ⁿ enumeration procedure for mixed integer optimization problems for solving multi-objective reliability and redundancy allocation problem subject to design constraints. The formulated problem is to find the optimum level of unit reliability and the number of units for each subsystem. A number of illustrative examples are provided and compared to indicate the application of the superiority of the proposed method.

Keywords: Integer programming, mixed integer programming, multi-objective optimization, reliability redundancy allocation.

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Authors: Ellips Masehian, Golnaz Habibi

Abstract:

This paper presents a novel algorithm for path planning of mobile robots in known 3D environments using Binary Integer Programming (BIP). In this approach the problem of path planning is formulated as a BIP with variables taken from 3D Delaunay Triangulation of the Free Configuration Space and solved to obtain an optimal channel made of connected tetrahedrons. The 3D channel is then partitioned into convex fragments which are used to build safe and short paths within from Start to Goal. The algorithm is simple, complete, does not suffer from local minima, and is applicable to different workspaces with convex and concave polyhedral obstacles. The noticeable feature of this algorithm is that it is simply extendable to n-D Configuration spaces.

Keywords: 3D C-space, Binary Integer Programming (BIP), Delaunay Tessellation, Robot Motion Planning.

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Authors: Jinghao Sun, Guozhen Tan, Guangjian Hou

Abstract:

The Chinese Postman Problem (CPP) is one of the classical problems in graph theory and is applicable in a wide range of fields. With the rapid development of hybrid systems and model based testing, Chinese Postman Problem with Time Dependent Travel Times (CPPTDT) becomes more realistic than the classical problems. In the literature, we have proposed the first integer programming formulation for the CPPTDT problem, namely, circuit formulation, based on which some polyhedral results are investigated and a cutting plane algorithm is also designed. However, there exists a main drawback: the circuit formulation is only available for solving the special instances with all circuits passing through the origin. Therefore, this paper proposes a new integer programming formulation for solving all the general instances of CPPTDT. Moreover, the size of the circuit formulation is too large, which is reduced dramatically here. Thus, it is possible to design more efficient algorithm for solving the CPPTDT in the future research.

Keywords: Chinese Postman Problem, Time Dependent, Integer Programming, Upper Bound Analysis.

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Authors: C. Bruni, F. Delli Priscoli, G. Koch, I. Marchetti

Abstract:

The Connection Admission Control (CAC) problem is formulated in this paper as a discrete time optimal control problem. The control variables account for the acceptance/ rejection of new connections and forced dropping of in-progress connections. These variables are constrained to meet suitable conditions which account for the QoS requirements (Link Availability, Blocking Probability, Dropping Probability). The performance index evaluates the total throughput. At each discrete time, the problem is solved as an integer-valued linear programming one. The proposed procedure was successfully tested against suitably simulated data.

Keywords: Connection Admission Control, Optimal Control, Integer valued Linear Programming, Quality of Service Requirements, Robust Control.

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Authors: N. F. Jamaluddin, N. A. H. Aizam

Abstract:

This paper explains the educational timetabling problem, a type of scheduling problem that is considered as one of the most challenging problem in optimization and operational research. The university examination timetabling problem (UETP), which involves assigning a set number of exams into a set number of timeslots whilst fulfilling all required conditions, has been widely investigated. The limitation of available timeslots and resources with the increasing number of examinations are the main reasons in the difficulty of solving this problem. Dynamical change in the examination scheduling system adds up the complication particularly in coping up with the demand and new requirements by the communities. Our objective is to investigate these demands and requirements with subjects taken from Universiti Malaysia Terengganu (UMT), through questionnaires. Integer linear programming model which reflects the preferences obtained to produce an effective examination timetabling was formed.

Keywords: Demands, educational timetabling, integer linear programming, scheduling, university examination timetabling problem.

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Authors: C. Porkodi, R. Arumuganathan

Abstract:

In this paper a Public Key Cryptosystem is proposed using the number theoretic transforms (NTT) over a ring of integer modulo a composite number. The key agreement is similar to ElGamal public key algorithm. The security of the system is based on solution of multivariate linear congruence equations and discrete logarithm problem. In the proposed cryptosystem only fixed numbers of multiplications are carried out (constant complexity) and hence the encryption and decryption can be done easily. At the same time, it is very difficult to attack the cryptosystem, since the cipher text is a sequence of integers which are interrelated. The system provides authentication also. Using Mathematica version 5.0 the proposed algorithm is justified with a numerical example.

Keywords: Cryptography, decryption, discrete logarithm problem encryption, Integer Factorization problem, Key agreement, Number Theoretic Transform.

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Authors: Taehan Lee

Abstract:

We consider a network design problem which has shortest routing restriction based on the values determined by the installed facilities on each arc. In conventional multicommodity network design problem, a commodity can be routed through any possible path when the capacity is available. But, we consider a problem in which the commodity between two nodes must be routed on a path which has shortest metric value and the link metric value is determined by the installed facilities on the link. By this routing restriction, the problem has a distinct characteristic. We present an integer programming formulation containing the primal-dual optimality conditions to the shortest path routing. We give some computational results for the model.

Keywords: Integer programming, multicommodity network design, routing, shortest path.

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Authors: Cheng Seong Khor, Xiao Qi Yeoh

Abstract:

This work concerns the topological optimization problem for determining the optimal petroleum refinery configuration. We are interested in further investigating and hopefully advancing the existing optimization approaches and strategies employing logic propositions to conceptual process synthesis problems. In particular, we seek to contribute to this increasingly exciting area of chemical process modeling by addressing the following potentially important issues: (a) how the formulation of design specifications in a mixed-logical-and-integer optimization model can be employed in a synthesis problem to enrich the problem representation by incorporating past design experience, engineering knowledge, and heuristics; and (b) how structural specifications on the interconnectivity relationships by space (states) and by function (tasks) in a superstructure should be properly formulated within a mixed-integer linear programming (MILP) model. The proposed modeling technique is illustrated on a case study involving the alternative processing routes of naphtha, in which significant improvement in the solution quality is obtained.

Keywords: Mixed-integer linear programming (MILP), petroleum refinery, process synthesis, superstructure.

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Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee

Abstract:

This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.

Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic

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Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.

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Authors: M. Ahmad, M. Gourgand, C. Caux

Abstract:

The Resource-Constrained Project Scheduling Problem (RCPSP) is concerned with single-item or small batch production where limited resources have to be allocated to dependent activities over time. Over the past few decades, a lot of work has been made with the use of optimal solution procedures for this basic problem type and its extensions. Brucker and Knust[1] discuss, how timetabling problems can be modeled as a RCPSP. Authors discuss high school timetabling and university course timetabling problem as an example. We have formulated two mathematical formulations of course timetabling problem in a new way which are the prototype of single-mode RCPSP. Our focus is to show, how course timetabling problem can be transformed into RCPSP. We solve this transformation model with genetic algorithm.

Keywords: Course Timetabling, Integer programming, Combinatorial optimizations

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: Daniela I. Borissova, Ivan C. Mustakerov

Abstract:

The paper describes an approach for defining of k-best night vision devices based on multi-criteria mixed-integer optimization modeling. The parameters of night vision devices are considered as criteria that have to be optimized. Using different user preferences for the relative importance between parameters different choice of k-best devices can be defined. An ideal device with all of its parameters at their optimum is used to determine how far the particular device from the ideal one is. A procedure for evaluation of deviation between ideal solution and k-best solutions is presented. The applicability of the proposed approach is numerically illustrated using real night vision devices data. The proposed approach contributes to quality of decisions about choice of night vision devices by making the decision making process more certain, rational and efficient. 

Keywords: K-best devices, mixed-integer model, multi-criteria problem, night vision devices.

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Authors: Omid S. Fard, Akbar H. Borzabadi

Abstract:

In this paper we apply one of approaches in category of heuristic methods as Genetic Algorithms for obtaining approximate solution of optimal control problems. The firs we convert optimal control problem to a quasi Assignment Problem by defining some usual characters as defined in Genetic algorithm applications. Then we obtain approximate optimal control function as an piecewise constant function. Finally the numerical examples are given.

Keywords: Optimal control, Integer programming, Genetic algorithm, Discrete approximation, Linear programming.

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Authors: Hsian Ming Goo

Abstract:

The paper concerns a special approximate algorithm of the square root of the specific positive integer, which is built by the use of the property of positive integer solution of the Pell’s equation, together with using some elementary theorems of matrices, and then takes it to compare with general used the Newton’s method and give a practical numerical example and error analysis; it is unexpected to find its special property: the significant figure of the approximation value of the square root of positive integer will increase one digit by one. It is well useful in some occasions.

Keywords: Special approximate algorithm, square root, Pell’s equation, Newton’s method, error analysis.

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Authors: Erik Delarue, David Bekaert, Ronnie Belmans, William D'haeseleer

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This paper presents the development of an electricity simulation model taking into account electrical network constraints, applied on the Belgian power system. The base of the model is optimizing an extensive Unit Commitment (UC) problem through the use of Mixed Integer Linear Programming (MILP). Electrical constraints are incorporated through the implementation of a DC load flow. The model encloses the Belgian power system in a 220 – 380 kV high voltage network (i.e., 93 power plants and 106 nodes). The model features the use of pumping storage facilities as well as the inclusion of spinning reserves in a single optimization process. Solution times of the model stay below reasonable values.

Keywords: Electricity generation modeling, Unit Commitment(UC), Mixed Integer Linear Programming (MILP), DC load flow.

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Authors: K. -H. Yang

Abstract:

Supplier selection problem is one of the important issues of supply chain problems. Two categories of methodologies include qualitative and quantitative approaches which can be applied to supplier selection problems. However, due to the complexities of the problem and lacking of reliable and quantitative data, qualitative approaches are more than quantitative approaches. This study considers operational cost and supplier’s reliability factor and solves the problem by using a quantitative approach. A mixed integer programming model is the primary analytic tool. Analyses of different scenarios with variable cost and reliability structures show that the effectiveness of this approach to the supplier selection problem.

Keywords: Mixed integer programming, quantitative approach, supplier’s reliability, supplier selection.

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Authors: Ahmet Tekcan, Betül Gezer, Osman Bizim

Abstract:

Let k ≥ 1 and t ≥ 0 be two integers and let d = k2 + k be a positive non-square integer. In this paper, we consider the integer solutions of Pell equation x2 - dy2 = 2t. Further we derive a recurrence relation on the solutions of this equation.

Keywords: Pell equation, Diophantine equation.

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Authors: Ahmet Tekcan, Arzu Özkoç, Canan Kocapınar, Hatice Alkan

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Let p be a prime number such that p ≡ 1(mod 4), say p = 1+4k for a positive integer k. Let P = 2k + 1 and Q = k2. In this paper, we consider the integer solutions of the Pell equation x2-Py2 = Q over Z and also over finite fields Fp. Also we deduce some relations on the integer solutions (xn, yn) of it.

Keywords: Pell equation, solutions of Pell equation.

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Authors: Thomas Behan, Zaiyi Liao, Lian Zhao, Chunting Yang

Abstract:

In this paper, low end Digital Signal Processors (DSPs) are applied to accelerate integer neural networks. The use of DSPs to accelerate neural networks has been a topic of study for some time, and has demonstrated significant performance improvements. Recently, work has been done on integer only neural networks, which greatly reduces hardware requirements, and thus allows for cheaper hardware implementation. DSPs with Arithmetic Logic Units (ALUs) that support floating or fixed point arithmetic are generally more expensive than their integer only counterparts due to increased circuit complexity. However if the need for floating or fixed point math operation can be removed, then simpler, lower cost DSPs can be used. To achieve this, an integer only neural network is created in this paper, which is then accelerated by using DSP instructions to improve performance.

Keywords: Digital Signal Processor (DSP), Integer Neural Network(INN), Low Cost Neural Network, Integer Neural Network DSPImplementation.

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Authors: Daniela I. Borissova, Ivan C. Mustakerov

Abstract:

The paper addresses a problem of optimal staffing in open shop environment. The problem is to determine the optimal number of operators serving a given number of machines to fulfill the number of independent operations while minimizing staff idle. Using a Gantt chart presentation of the problem it is modeled as twodimensional cutting stock problem. A mixed-integer programming model is used to get minimal job processing time (makespan) for fixed number of machines' operators. An algorithm for optimal openshop staffing is developed based on iterative solving of the formulated optimization task. The execution of the developed algorithm provides optimal number of machines' operators in the sense of minimum staff idle and optimal makespan for that number of operators. The proposed algorithm is tested numerically for a real life staffing problem. The testing results show the practical applicability for similar open shop staffing problems.

Keywords: Integer programming, open shop problem, optimal staffing.

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Authors: S. Babaie-Kafaki, R. Ghanbari, S.H. Nasseri, E. Ardil

Abstract:

Bus networks design is an important problem in public transportation. The main step to this design, is determining the number of required terminals and their locations. This is an especial type of facility location problem, a large scale combinatorial optimization problem that requires a long time to be solved. The genetic algorithm (GA) is a search and optimization technique which works based on evolutionary principle of natural chromosomes. Specifically, the evolution of chromosomes due to the action of crossover, mutation and natural selection of chromosomes based on Darwin's survival-of-the-fittest principle, are all artificially simulated to constitute a robust search and optimization procedure. In this paper, we first state the problem as a mixed integer programming (MIP) problem. Then we design a new crossover and mutation for bus terminal location problem (BTLP). We tested the different parameters of genetic algorithm (for a sample problem) and obtained the optimal parameters for solving BTLP with numerical try and error.

Keywords: Bus networks, Genetic algorithm (GA), Locationproblem, Mixed integer programming (MIP).

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Authors: P. N. Korde, P. P. Bedekar

Abstract:

The time coordination of overcurrent relays (OCR) in a power distribution network is of great importance, as it reduces the power outages by avoiding the mal-operation of the backup relays. For this, the optimum value of the time multiplier setting (TMS) of OCRs should be chosen. The problem of determining the optimum value of TMS of OCRs in power distribution networks is formulated as a constrained optimization problem. The objective is to find the optimum value of TMS of OCRs to minimize the time of operation of relays under the constraint of maintaining the coordination of relays. A power distribution network can have a combination of numerical and electromechanical relays. The TMS of numerical relays can be set to any real value (which satisfies the constraints of the problem), whereas the TMS of electromechanical relays can be set in fixed step (0 to 1 in steps of 0.05). The main contribution of this paper is a formulation of the problem as a mixed-integer linear programming (MILP) problem and application of Gomory's cutting plane method to find the optimum value of TMS of OCRs. The TMS of electromechanical relays are taken as integers in the range 1 to 20 in the step of 1, and these values are mapped to 0.05 to 1 in the step of 0.05. The results obtained are compared with those obtained using a simplex method and its variants. It has been shown that the mixed-integer linear programming method outperforms the simplex method (and its variants) in the case of a system having a combination of numerical and electromechanical relays.

Keywords: Backup protection, constrained optimization, Gomory's cutting plane method, mixed-integer linear programming, overcurrent relay coordination, simplex method.

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